IndexVariance Swap [Member]
| Name | VarianceSwapMember |
|---|---|
| Namespace | http://fasb.org/us-gaap/2020-01-31 |
| Prefix | us-gaap |
| Data type | nonnum:domainItemType |
| Period type | duration |
| Substitution Group | xbrli:item |
| Balance | None |
| Nillable | True |
| Abstract | True |
Labels
| Text | Lang | Role | Container role |
|---|---|---|---|
| Variance Swap [Member] | en-US | http://www.xbrl.org/2003/role/label | http://www.xbrl.org/2003/role/link |
| A type of volatility swap where the payout is linear to variance rather than volatility. Therefore, the payout will rise at a higher rate than volatility. | en-US | http://www.xbrl.org/2003/role/documentation | http://www.xbrl.org/2003/role/link |
References
| Name | Value | Role |
|---|---|---|
| Publisher | FASB | http://fasb.org/us-gaap/role/ref/legacyRef |
| Name | Accounting Standards Codification | http://fasb.org/us-gaap/role/ref/legacyRef |
| Topic | 815 | http://fasb.org/us-gaap/role/ref/legacyRef |
| SubTopic | 10 | http://fasb.org/us-gaap/role/ref/legacyRef |
| Section | 15 | http://fasb.org/us-gaap/role/ref/legacyRef |
| Paragraph | 83 | http://fasb.org/us-gaap/role/ref/legacyRef |
| URI | http://asc.fasb.org/extlink&oid=121636179&loc=d3e34841-113949 | http://fasb.org/us-gaap/role/ref/legacyRef |
Related Parent Concepts
| Name | Relation Type | Role | |
|---|---|---|---|
 | us-gaap:DerivativeMember | domain-member | http://fasb.org/us-gaap/role/eedm/ExtensibleEnumerationLists |